It's important to know that tools for cutting plastics are "different". Plastics, in general, have no GRAIN. They need to be treated differently. Plastics soften when hot. Chip when blades are dull. Plexiglass is "notch sensitive" - a lot like glass - where a small crack or chip can propogate into a longer crack - even break the piece in half!

So plastic drill bits have a different angle on them - they scrape out a hole - unlike a metal bit.

Since plastic softens, even melts, when hot, buffing wheels with the correct compound can POLISH Plexiglas and remove scratches. You get the Plexi too hot, you get mush rather than polishing...

We have a great set of PDF's in the Library that detail out these tips for the Do-It-Yourselfer as well as great resource links such as the Plexiglas Expert link.